wehub-resource-sync
70 lines
2.5 KiB
C#
70 lines
2.5 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*
|
|
*/
|
|
|
|
using System;
|
|
using NUnit.Framework;
|
|
using System.Threading;
|
|
using QuantConnect.Data;
|
|
using QuantConnect.Logging;
|
|
using System.Collections.Generic;
|
|
using QuantConnect.Lean.Engine.DataFeeds;
|
|
using QuantConnect.Lean.Engine.DataFeeds.Queues;
|
|
|
|
namespace QuantConnect.Tests.Engine.DataFeeds
|
|
{
|
|
[TestFixture, Parallelizable(ParallelScope.All)]
|
|
public class FakeDataQueueTests
|
|
{
|
|
[Test]
|
|
public void GeneratesDataCorrectly()
|
|
{
|
|
using var aggregator = new AggregationManager();
|
|
var algorithm = new AlgorithmStub();
|
|
var dataQueue = new FakeDataQueue(aggregator, dataPointsPerSecondPerSymbol: 10);
|
|
algorithm.AddEquity("SPY", Resolution.Second);
|
|
List<IEnumerator<BaseData>> enumerators = new();
|
|
foreach (var config in algorithm.SubscriptionManager.Subscriptions)
|
|
{
|
|
using var newDataEvent = new ManualResetEvent(false);
|
|
enumerators.Add(dataQueue.Subscribe(config, (_, _) => {
|
|
try
|
|
{
|
|
newDataEvent.Set();
|
|
}
|
|
catch (ObjectDisposedException)
|
|
{
|
|
}
|
|
}));
|
|
|
|
Assert.IsTrue(newDataEvent.WaitOne(15000));
|
|
|
|
// let's just generate a single point
|
|
dataQueue.Unsubscribe(config);
|
|
}
|
|
dataQueue.Dispose();
|
|
|
|
foreach (var enumerator in enumerators)
|
|
{
|
|
// assert each data type generate data correctly
|
|
Assert.IsTrue(enumerator.MoveNext());
|
|
Assert.IsNotNull(enumerator.Current);
|
|
|
|
Log.Debug($"FakeDataQueueTests.GeneratesDataCorrectly(): {enumerator.Current}");
|
|
}
|
|
}
|
|
}
|
|
}
|